Time series
Data that arrives in order has its own rules. Find trends, test for random walks, and trade mean reversion.
- What is a time series?Data where the order matters.
- Measuring a trendPut a number on the direction.
- AutocorrelationDoes the series remember its own past?
- Is it a random walk?The test every price series has to face.
- StationarityWhy quants model returns instead of prices.
- Mean reversionSeries that get pulled back toward home.
- Pairs tradingA classic quant strategy, built step by step.
- Judging a forecastIs your prediction better than the laziest one possible?
- Track quizFive questions. Get four right to finish the track.